Now showing items 1-4 of 4

    • A Generalization of the Discounted Penalty Function in Ruin Theory 

      Feng, Runhuan (University of Waterloo, 2008-08-21)
      As ruin theory evolves in recent years, there has been a variety of quantities pertaining to an insurer's bankruptcy at the centre of focus in the literature. Despite the fact that these quantities are distinct from each ...
    • An introduction to Gerber-Shiu analysis 

      Huynh, Mirabelle (University of Waterloo, 2011-09-30)
      A valuable analytical tool to understand the event of ruin is a Gerber-Shiu discounted penalty function. It acts as a unified means of identifying ruin-related quantities which may help insurers understand their vulnerability ...
    • On some topics in Levy insurance risk models 

      Wong, Jeff T. Y. (University of Waterloo, 2019-07-16)
      Risk management has long been the central focus within actuarial science. There are various risks a typical actuarial company would look into, solvency risk being one of them. This falls under the scope of surplus analysis. ...
    • On the distribution of the time to ruin and related topics 

      Shi, Tianxiang (University of Waterloo, 2013-07-10)
      Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant progress has been made on the analysis of various ruin-related quantities in risk theory. As we know, the discounted ...


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